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QIM

Quantitative Investment Management Portfolio holdings

AUM $963M
1-Year Est. Return 12.95%
This Fund
S&P 500
This Quarter Est. Return
+4.02%
1 Year Est. Return
+12.95%
3 Year Est. Return
+35.29%
5 Year Est. Return
+26.17%
10 Year Est. Return
+187.22%
AUM
$3.97B
AUM Growth
+$944M
Cap. Flow
+$860M
Cap. Flow %
21.65%
Top 10 Hldgs %
13.52%
Holding
1,043
New
394
Increased
250
Reduced
114
Closed
283

Top Buys

Rank Stock Value
1
GDX icon
VanEck Gold Miners ETF
GDX
+$72.6M
2
EWZ icon
iShares MSCI Brazil ETF
EWZ
+$36.9M
3
GDXJ icon
VanEck Junior Gold Miners ETF
GDXJ
+$34.5M
4
BABA icon
Alibaba
BABA
+$30.8M
5
CB icon
Chubb
CB
+$24.4M

Top Sells

Rank Stock Value
1
TLT icon
iShares 20+ Year Treasury Bond ETF
TLT
+$109M
2
IYR icon
iShares US Real Estate ETF
IYR
+$59.2M
3
T icon
AT&T
T
+$55.1M
4
BAC icon
Bank of America
BAC
+$51.7M
5
VNQ icon
Vanguard Real Estate ETF
VNQ
+$47.6M

Sector Composition

Rank Sector Weight
1 Industrials 14.06%
2 Financials 11.25%
3 Technology 9.47%
4 Consumer Discretionary 8.86%
5 Materials 8.53%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
APD icon
26
Air Products & Chemicals
APD
$65.5B
$19M 0.48%
131,800
+88,668
+206% +$12.4M
DIS icon
27
Walt Disney
DIS
$171B
$18.9M 0.48%
+181,500
New +$17.7M
CME icon
28
CME Group
CME
$95.4B
$18.7M 0.47%
162,400
+130,500
+409% +$14.5M
MRSH
29
Marsh
MRSH
$94.3B
$18.6M 0.47%
274,500
+192,900
+236% +$12.9M
AMZN icon
30
Amazon
AMZN
$2.44T
$18.4M 0.46%
490,000
-498,000
-50% -$19.5M
MAR icon
31
Marriott International
MAR
$100B
$18.1M 0.46%
+218,800
New +$16.5M
SLV icon
32
iShares Silver Trust
SLV
$27.7B
$18M 0.45%
1,189,500
+956,500
+411% +$15.5M
SYK icon
33
Stryker
SYK
$135B
$17.9M 0.45%
149,700
+27,800
+23% +$3.2M
OIH icon
34
VanEck Oil Services ETF
OIH
$1.97B
$17.6M 0.44%
+26,430
New +$16.4M
D icon
35
Dominion Energy
D
$62.1B
$17.4M 0.44%
227,100
+100,500
+79% +$7.41M
XLB icon
36
State Street Materials Select Sector SPDR ETF
XLB
$8.72B
$17M 0.43%
683,400
-70,200
-9% -$1.7M
TGT icon
37
Target
TGT
$66.3B
$16.7M 0.42%
230,700
+12,300
+6% +$890K
CHKP icon
38
Check Point Software Technologies
CHKP
$14.3B
$16.6M 0.42%
+196,800
New +$16.1M
XLK icon
39
State Street Technology Select Sector SPDR ETF
XLK
$109B
$16.6M 0.42%
+686,200
New +$16.4M
META icon
40
Meta Platforms (Facebook)
META
$1.49T
$15.9M 0.4%
138,000
-94,500
-41% -$11.6M
FAST icon
41
Fastenal
FAST
$54.8B
$15.8M 0.4%
+1,349,200
New +$14.8M
AET
42
DELISTED
Aetna Inc
AET
$15.7M 0.4%
+126,800
New +$15.2M
FDX icon
43
FedEx
FDX
$73B
$15.7M 0.4%
84,300
-42,300
-33% -$7.76M
JNK icon
44
State Street SPDR Bloomberg High Yield Bond ETF
JNK
$7.05B
$15.7M 0.39%
+143,400
New +$15.6M
BURL icon
45
Burlington
BURL
$23.4B
$15.6M 0.39%
+184,300
New +$14.9M
FCX icon
46
Freeport-McMoran
FCX
$86.2B
$15M 0.38%
1,135,100
+639,900
+129% +$8.19M
CSCO icon
47
Cisco
CSCO
$443B
$14.8M 0.37%
488,300
+313,800
+180% +$9.57M
IAU icon
48
iShares Gold Trust
IAU
$62.8B
$14.7M 0.37%
664,100
+552,950
+497% +$13M
LYB icon
49
LyondellBasell Industries
LYB
$19.5B
$14.7M 0.37%
171,300
+101,100
+144% +$8.48M
RSX
50
DELISTED
VanEck Russia ETF
RSX
$14.7M 0.37%
+691,600
New +$13.4M
1
2
3 4 5

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Quantitative Investment Management's Q4 2016 Portfolio in Review

As of Q4 2016, Quantitative Investment Management held 1,043 positions worth $3.97B, up 31% from $3.03B the previous quarter. Its ten largest holdings account for 14% of the portfolio.

Quantitative Investment Management deployed $860M of net new capital in Q4 2016, opening 394 new positions and adding to 250 existing holdings. Its largest new stake was Alibaba: 320,100 shares worth $28.1M.

By sector, the portfolio is most concentrated in Industrials at 14% of assets, up from 6.5% a quarter earlier, followed by Financials and Technology.

On the sell side, the largest reduction was Bank of America, an estimated $51.7M trimmed.

  • Quantitative Investment Management's largest Q4 2016 buy was Alibaba: 320,100 shares worth $28.1M.
  • Quantitative Investment Management added most to VanEck Gold Miners ETF in Q4 2016, an estimated $72.6M increase.
  • Quantitative Investment Management's biggest Q4 2016 reduction was Bank of America, cutting an estimated $51.7M.
  • Quantitative Investment Management fully exited iShares 20+ Year Treasury Bond ETF in Q4 2016, selling an estimated $109M.
  • Quantitative Investment Management's ten largest holdings make up 14% of its $3.97B portfolio in Q4 2016.
  • Quantitative Investment Management opened 394 new positions and closed 283 in Q4 2016.
  • Quantitative Investment Management's portfolio value rose 31% quarter-over-quarter to $3.97B.

Based on Quantitative Investment Management's 13F filing for Q4 2016, filed 6 Feb 2017.